+452.9%
NFLX vs XLP
+135.7%
+317.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.6% |
| 7D | -4.4% | -0.2% | -4.2% | -4.2% |
| 30D | -11.0% | +8.2% | -19.2% | -15.5% |
| 3M | -15.5% | +7.7% | -23.3% | -19.5% |
| 6M | -28.5% | +9.3% | -37.8% | -32.5% |
| YTD | -33.1% | +19.5% | -52.6% | -40.7% |
| 1Y | -45.8% | +21.0% | -66.8% | -52.4% |
| 3Y | +40.2% | +43.2% | -3.1% | +7.4% |
| 5Y | -8.2% | +42.7% | -50.9% | -29.5% |
| All | +452.9% | +135.7% | +317.2% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling